Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49346.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45284.85 Kr¶

PnL: ---------------------------------------> 228.85 Kr¶

DD now: ---------------------------------> -7.105 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:58:51.721729'

Anic Portfolio¶

Today¶

Return: 0.967 %¶

This Week¶

Return: 0.087 %¶

Total portfolio value¶

Return including deposits: 61.546 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.390000 1683.900000 214.900000 14.630000 1468.999998
Sedana Medical 93 4.340000 2680.260000 159.260000 6.320000 2521.000011
Orrön Energy 180 5.690000 2173.500000 130.500000 6.390000 2043.000000
Platzer Fastigheter Holding B 12 2.600000 994.800000 33.800000 3.520000 960.999996
Sagax B 4 1.940000 883.600000 29.600000 3.470000 854.000000
Atrium Ljungberg B 5 1.100000 963.000000 28.000000 2.990000 935.000000
Catena 2 1.940000 818.800000 26.800000 3.380000 792.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Hexatronic Group 12 1.640000 984.000000 17.000000 1.760000 966.999996
JM 6 0.270000 880.200000 16.200000 1.880000 864.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Byggmax Group 33 0.690000 959.640000 3.640000 0.380000 956.000001
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
Bilia A 8 0.270000 902.400000 2.400000 0.270000 900.000000
EQT 4 0.720000 834.000000 2.000000 0.240000 832.000000
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
HEXPOL B 9 -0.880000 1018.800000 -2.200000 -0.220000 1020.999996
ASSA ABLOY B 3 -0.270000 773.700000 -5.300000 -0.680000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.140000 941.850000 -8.150000 -0.860000 949.999999
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
SKF B 5 -1.800000 915.250000 -24.750000 -2.630000 940.000000
Addnode Group B 11 -1.160000 891.000000 -30.000000 -3.260000 921.000003
Latour B 4 0.290000 820.400000 -36.600000 -4.270000 857.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Indutrade 5 1.460000 1178.000000 -40.000000 -3.280000 1218.000000
Bufab 3 -0.230000 1050.600000 -58.400000 -5.270000 1109.000001
Hexagon B 26 0.270000 3399.500000 -61.500000 -1.780000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.360000 1373.520000 -85.480000 -5.860000 1458.999989
TOTAL 45277.360000 221.360000 -7.11927% 45056.000411

Updated:¶

'2023-07-04 09:58:27.074702'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶